+91.7%
AXP vs OKE
+73.1%
+18.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | -1.1% | -7.1% | +5.9% | +1.9% |
| 30D | +5.2% | -3.2% | +8.4% | +6.3% |
| 3M | -4.6% | +0.6% | -5.2% | -5.4% |
| 6M | +3.2% | +3.3% | -0.1% | 0.0% |
| YTD | -11.3% | +22.8% | -34.1% | -22.4% |
| 1Y | -11.0% | +32.5% | -43.5% | -25.3% |
| 3Y | +120.2% | +56.2% | +63.9% | +66.3% |
| 5Y | +91.7% | +73.6% | +18.1% | +32.7% |
| All | +91.7% | +73.1% | +18.6% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling